4 citations · 4 across the 4 of their papers we have counts for
4 papers
General Mean Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
The present paper is devoted to the study of backward stochastic differential equations with mean reflection formulated by Briand et al. [7]. We investigate the solvability of a ge…
Quadratic Mean-Field Reflected BSDEs
Ying Hu, Remi Moreau, Falei Wang
In this paper, we analyze mean-field reflected backward stochastic differential equations when the driver has quadratic growth in the second unknown . Using linearization techni…
Quadratic -BSDEs with convex generators and unbounded terminal conditions
Ying Hu, Shanjian Tang, Falei Wang
In this paper, we first study one-dimensional quadratic backward stochastic differential equations driven by -Brownian motions (-BSDEs) with unbounded terminal values. With t…
Quadratic BSDEs with mean reflection
Hélène Hibon, Ying Hu, Yiqing Lin +2
The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the argument. This work is the sequ…